Details about Susan Thorp
Access statistics for papers by Susan Thorp.
Last updated 2024-08-11. Update your information in the RePEc Author Service.
Short-id: pth50
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Working Papers
2016
- Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing
Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (14)
2015
- Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
NCER Working Paper Series, National Centre for Econometric Research ![Downloads](/downloads_econpapers.gif)
See also Journal Article Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics, Journal of Futures Markets, John Wiley & Sons, Ltd. (2016) View citations (29) (2016)
- How portfolios evolve after retirement: evidence from Australia
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University ![Downloads](/downloads_econpapers.gif)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (2) Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2013) View citations (4)
See also Journal Article How Portfolios Evolve after Retirement: Evidence from Australia, The Economic Record, The Economic Society of Australia (2016) View citations (24) (2016)
- Suspicious Minds (can be a good thing when saving for retirement)
Discussion Papers, School of Economics, The University of New South Wales View citations (2)
2013
- As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney ![Downloads](/downloads_econpapers.gif)
See also Journal Article As easy as pie: How retirement savers use prescribed investment disclosures, Journal of Economic Behavior & Organization, Elsevier (2016) View citations (16) (2016)
- Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney ![Downloads](/downloads_econpapers.gif)
See also Journal Article Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds, Emerging Markets Finance and Trade, Taylor & Francis Journals (2014) View citations (3) (2014)
2012
- Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (10)
Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (15)
See also Journal Article Endogenous crisis dating and contagion using smooth transition structural GARCH, Journal of Banking & Finance, Elsevier (2015) View citations (49) (2015)
- Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
- The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (7)
2011
- Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales (2011)
- Financial Competence, Risk Presentation and Retirement Portfolio Preferences
Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales View citations (1)
See also Journal Article Financial competence, risk presentation and retirement portfolio preferences*, Journal of Pension Economics and Finance, Cambridge University Press (2014) View citations (8) (2014)
- Infrastructure: Real Assets and Real Returns
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (13)
See also Journal Article Infrastructure: Real Assets and Real Returns, European Financial Management, European Financial Management Association (2014) View citations (15) (2014)
- Private Equity: Strategies for Improving Performance
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
2010
- Financialization, Crisis and Commodity Correlation Dynamics
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (64)
See also Journal Article Financialization, crisis and commodity correlation dynamics, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (435) (2013)
- Hedge Fund Excess Returns Under Time-Varying Beta
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
2009
- Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (3)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) ![Downloads](/downloads_econpapers.gif)
See also Journal Article Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement, The Economic Record, The Economic Society of Australia (2013) View citations (21) (2013)
2008
- DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University ![Downloads](/downloads_econpapers.gif)
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007)
- Piloting a Peer Feedback Program in the Faculty of Business at UTS
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
- SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University ![Downloads](/downloads_econpapers.gif)
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (2)
- Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
NCER Working Paper Series, National Centre for Econometric Research View citations (7)
2007
- Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
Also in Discussion Papers, School of Economics, The University of New South Wales (2007) View citations (1)
See also Journal Article Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations, The Economic Record, The Economic Society of Australia (2008) View citations (4) (2008)
- The Private Value of Public Pensions
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney ![Downloads](/downloads_econpapers.gif)
See also Journal Article The private value of public pensions, Insurance: Mathematics and Economics, Elsevier (2008) View citations (3) (2008)
2006
- Information processing and measures of integration: New York, London and Tokyo
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
2005
- Asymmetric Risk and International Portfolio Choice
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
- Decentralised Portfolio Management: Analysis of Australian Accumulation Funds
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
- Valuing Volatility Spillovers
Research Papers, Macquarie University, Department of Economics ![Downloads](/downloads_econpapers.gif)
Also in International Finance, University Library of Munich, Germany (2005) View citations (2)
See also Journal Article Valuing volatility spillovers, Global Finance Journal, Elsevier (2006) View citations (22) (2006)
2004
- Annuitization and Asset Allocation with HARA Utlity
Econometric Society 2004 Australasian Meetings, Econometric Society
See also Journal Article Annuitization and asset allocation with HARA utility, Journal of Pension Economics and Finance, Cambridge University Press (2005) View citations (37) (2005)
- That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds
Econometric Society 2004 Australasian Meetings, Econometric Society
1989
- The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
RBA Research Discussion Papers, Reserve Bank of Australia View citations (11)
1988
- Do Financial Aggregates Lead Activity?: A Preliminary Analysis
RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)
- VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
RBA Research Discussion Papers, Reserve Bank of Australia View citations (6)
See also Journal Article VAR Forecasting Models of the Australian Economy: A Preliminary Analysis, Australian Economic Papers, Wiley Blackwell (1988) View citations (11) (1988)
1987
- Money Demand, Own Interest Rates and Deregulation
RBA Research Discussion Papers, Reserve Bank of Australia View citations (16)
- The Australian Demand Function for Money: Another Look at Stability
RBA Research Discussion Papers, Reserve Bank of Australia View citations (15)
Journal Articles
2024
- The impact of mortgage broker use on borrower confusion and preferences
Journal of Economic Behavior & Organization, 2024, 224, (C), 229-247
2023
- Determinants of early-access to retirement savings: Lessons from the COVID-19 pandemic
The Journal of the Economics of Ageing, 2023, 24, (C)
- Explaining consumers' progress through life insurance decision states: The role of personal values and consumer characteristics
Journal of Consumer Affairs, 2023, 57, (3), 1151-1182
2022
- Defaults, disclosures, advice and calculators: One size does not fit all
Journal of Behavioral and Experimental Finance, 2022, 35, (C)
- Flexible insurance for long‐term care: A study of stated preferences
Journal of Risk & Insurance, 2022, 89, (3), 823-858 View citations (1)
- Reducing credit card delinquency using repayment reminders
Journal of Banking & Finance, 2022, 142, (C) View citations (2)
2021
- Experiences of current and former members of self-managed superannuation funds
Australian Journal of Management, 2021, 46, (2), 304-325 View citations (2)
2020
- Flicking the switch: Simplifying disclosure to improve retirement plan choices
Journal of Banking & Finance, 2020, 121, (C) View citations (2)
2019
- Engagement with Retirement Savings: It Is a Matter of Trust
Journal of Consumer Affairs, 2019, 53, (3), 917-945 View citations (10)
- Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Applied Economics, 2019, 51, (14), 1541-1557
- Superannuation in Australia: A Survey of the Literature
The Economic Record, 2019, 95, (308), 141-160 View citations (12)
2018
- First Impressions Matter: An Experimental Investigation of Online Financial Advice
Management Science, 2018, 64, (1), 288-307 View citations (9)
- Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
Emerging Markets Review, 2018, 34, (C), 162-174 View citations (2)
- Individual Capability and Effort in Retirement Benefit Choice
Journal of Risk & Insurance, 2018, 85, (2), 483-512 View citations (12)
- One size fits all? Tailoring retirement plan defaults
Journal of Economic Behavior & Organization, 2018, 145, (C), 546-566 View citations (22)
- Retirement Savings: A Tale of Decisions and Defaults
Economic Journal, 2018, 128, (610), 1047-1094 View citations (13)
- Who starts a self-managed superannuation fund and why?
Australian Journal of Management, 2018, 43, (3), 373-403 View citations (4)
2017
- Age pensioner decumulation: Responses to incentives, uncertainty and family need
Australian Journal of Management, 2017, 42, (4), 583-607 View citations (17)
- Default and naive diversification heuristics in annuity choice
Australian Journal of Management, 2017, 42, (1), 32-57 View citations (17)
- Design of MySuper default funds: influences and outcomes
Accounting and Finance, 2017, 57, (1), 47-85 View citations (4)
- Determinants of the crude oil futures curve: Inventory, consumption and volatility
Journal of Banking & Finance, 2017, 84, (C), 53-67 View citations (20)
2016
- As easy as pie: How retirement savers use prescribed investment disclosures
Journal of Economic Behavior & Organization, 2016, 121, (C), 60-76 View citations (16)
See also Working Paper As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures, Research Paper Series (2013) (2013)
- Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics
Journal of Futures Markets, 2016, 36, (6), 522-544 View citations (29)
See also Working Paper Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics, NCER Working Paper Series (2015) (2015)
- How Portfolios Evolve after Retirement: Evidence from Australia
The Economic Record, 2016, 92, (297), 241-267 View citations (24)
See also Working Paper How portfolios evolve after retirement: evidence from Australia, CAMA Working Papers (2015) (2015)
- Risk Presentation and Portfolio Choice
Review of Finance, 2016, 20, (1), 201-229 View citations (9)
2015
- Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase
Journal of Economic Dynamics and Control, 2015, 55, (C), 39-56 View citations (31)
- Endogenous crisis dating and contagion using smooth transition structural GARCH
Journal of Banking & Finance, 2015, 58, (C), 71-79 View citations (49)
See also Working Paper Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH, Research Paper Series (2012) View citations (10) (2012)
- Optimal Annuity Purchases for Australian Retirees
The Economic Record, 2015, 91, (293), 139-154 View citations (17)
2014
- Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds
Emerging Markets Finance and Trade, 2014, 50, (03), 122-139 View citations (3)
Also in Emerging Markets Finance and Trade, 2014, 50, (S3), 122-139 (2014) View citations (3)
See also Working Paper Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds, Research Paper Series (2013) (2013)
- Financial competence, risk presentation and retirement portfolio preferences*
Journal of Pension Economics and Finance, 2014, 13, (1), 27-61 View citations (8)
See also Working Paper Financial Competence, Risk Presentation and Retirement Portfolio Preferences, Working Papers (2011) View citations (1) (2011)
- Infrastructure: Real Assets and Real Returns
European Financial Management, 2014, 20, (4), 802-824 View citations (15)
See also Working Paper Infrastructure: Real Assets and Real Returns, Working Paper Series (2011) View citations (13) (2011)
- Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions
The Economic Record, 2014, 90, (289), 160-178 View citations (18)
2013
- Financialization, crisis and commodity correlation dynamics
Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 42-65 View citations (435)
See also Working Paper Financialization, Crisis and Commodity Correlation Dynamics, Research Paper Series (2010) View citations (64) (2010)
- Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
The Economic Record, 2013, 89, (284), 31-51 View citations (21)
See also Working Paper Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement, Research Paper Series (2009) View citations (3) (2009)
2012
- Financial Competence and Expectations Formation: Evidence from Australia
The Economic Record, 2012, 88, (280), 39-63 View citations (18)
2011
- Uncertain survival and time discounting: intertemporal consumption plans for family trusts
Journal of Population Economics, 2011, 24, (1), 239-266 View citations (2)
2010
- Unobservable shocks as carriers of contagion
Journal of Banking & Finance, 2010, 34, (5), 1008-1021 View citations (50)
2008
- Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations
The Economic Record, 2008, 84, (s1), S17-S31 View citations (4)
See also Working Paper Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations, Research Paper Series (2007) View citations (1) (2007)
- The private value of public pensions
Insurance: Mathematics and Economics, 2008, 42, (3), 1138-1145 View citations (3)
See also Working Paper The Private Value of Public Pensions, Research Paper Series (2007) (2007)
2007
- Decentralized investment management: an analysis of non-profit pension funds
Journal of Pension Economics and Finance, 2007, 6, (1), 21-44 View citations (5)
- Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
Journal of Multinational Financial Management, 2007, 17, (4), 275-289 View citations (4)
- SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
Journal of Financial Research, 2007, 30, (3), 355-377 View citations (8)
2006
- Valuing volatility spillovers
Global Finance Journal, 2006, 17, (1), 1-22 View citations (22)
See also Working Paper Valuing Volatility Spillovers, Research Papers (2005) (2005)
2005
- Annuitization and asset allocation with HARA utility
Journal of Pension Economics and Finance, 2005, 4, (3), 225-248 View citations (37)
See also Working Paper Annuitization and Asset Allocation with HARA Utlity, Econometric Society 2004 Australasian Meetings (2004) (2004)
- ‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds
The Economic Record, 2005, 81, (252), 38-50 View citations (1)
1988
- VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
Australian Economic Papers, 1988, 27, 108-20 View citations (11)
See also Working Paper VAR Forecasting Models of the Australian Economy: A Preliminary Analysis, RBA Research Discussion Papers (1988) View citations (6) (1988)
Chapters
2016
- Complex Decision Making
Elsevier View citations (12)
2007
- Financial engineering for Australian annuitants
Chapter 7 in Retirement Provision in Scary Markets, 2007 View citations (3)
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